Carlo Ancelotti's side were back in action after the 2022 World Cup against Real Valladolid on Friday, recording a 2-0 victory in the La Liga contest.
Los Blancos have won the Copa del Rey on 19 occasions, although they have not lifted the trophy since 2014.
Here, Sports Mole rounds up Real Madrid's latest injury and suspension news ahead of their contest with Cacereno, who play their league football in Spain's fourth tier.
Mariano Diaz
Status: Major doubt
Type of injury: Ankle
Possible return date: January 3 (vs. Cacereno)
Real Madrid were without the services of Mariano Diaz for the clash with Real Valladolid, as the forward picked up an ankle injury during a recent training session, but he could potentially be back for this match.
Eder Militao
Status: Minor doubt
Type of injury: Illness
Possible return date: January 3 (vs. Cacereno)
Eder Militao was a late withdrawal from the squad against Real Valladolid due to illness, but the centre-back could be available for selection here.
REAL MADRID'S SUSPENSION LIST
Real Madrid have no players suspended for this clash.
CSKA Moscow 
Rubin 
Slovan Bratislava 
AC Milan 
Sparta Praha 
Atletico Madrid 
Valencia 
Barcelona 
Stade Brestois 29 
Bayer Leverkusen 
Red Bull Salzburg 
Bayern Munich 
Paris Saint Germain 
Inter 
RB Leipzig 
Manchester City 
Feyenoord 
Sporting CP 
Arsenal 
FC Rostov 
Spartak Moscow 
Aston Villa 
Juventus 
Celtic 
Club Brugge 
Dinamo Zagreb 
Borussia Dortmund 
Liverpool 
Real Madrid 
Monaco 
Benfica 
PSV 
Shakhtar Donetsk 
Lokomotiv Moscow 
Dinamo Moscow 
Anderlecht 
FC Porto 
AZ Alkmaar 
Galatasaray 
Dynamo Kyiv 
Viktoria Plzen 
Lazio 
Ludogorets 
Qarabag 
Lyon 
FC Heidenheim 
Chelsea 
FC Midtjylland 
Eintracht Frankfurt 
Manchester Utd 
Bodo/Glimt 
Nice 
Rangers 
Real Sociedad 
Ajax 
Tottenham 
Roma 
Fiorentina 
Pafos FC